Volume 23; Issue 3

The Journal of Derivatives

Volume 23; Issue 3
1

The Implied Convexity of VIX Futures

Daigler, Robert T., Dupoyet, Brice, Patterson, Fernando M.
Journal:
The Journal of Derivatives
Year:
2016
Language:
english
File:
PDF, 1.57 MB
english, 2016
2

Power Options in Executive Compensation

Bernard, Carole, Boyle, Phelim, Chen, Jit Seng
Journal:
The Journal of Derivatives
Year:
2016
Language:
english
File:
PDF, 1.39 MB
english, 2016
3

The Fallacy of Fully Dividend-Protected Stock Options and Convertible Bonds

Zimmermann, Paul
Journal:
The Journal of Derivatives
Year:
2016
Language:
english
File:
PDF, 1.00 MB
english, 2016
5

Tracking Performance of Leveraged Energy Exchange-Traded Funds

Tang, Hongfei, Xu, Xiaoqing Eleanor
Journal:
The Journal of Derivatives
Year:
2016
Language:
english
File:
PDF, 5.39 MB
english, 2016
6

Editor’s Letter

Figlewski, Stephen
Journal:
The Journal of Derivatives
Year:
2016
Language:
english
File:
PDF, 53 KB
english, 2016